The response of stock market volatility to futures-based measures of monetary policy shocks
Year of publication: |
May 2015
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Authors: | Gospodinov, Nikolaj ; Jamali, Ibrahim |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 37.2015, p. 42-54
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Subject: | Stock market volatility | Federal funds futures | Monetary policy | Volatility risk premium | Geldpolitik | Volatilität | Volatility | Risikoprämie | Risk premium | Schock | Shock | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price | Geldmarkt | Money market |
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